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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0579	12.36***
β GARCH Volatility persistence	0.7608	95.45***
γ leverage Additional response to negative shocks	0.1179	13.90***
λ₁ tau intercept Baseline long-term coefficient	1.4111	0.54
λ₂ forecast adj. Forecast performance sensitivity	0.7579	0.51
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

V-Lab

MVB Financial Corp. MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other MVB Financial Corp. Analyses